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Investors' judgments, asset pricing factors and sentiment

Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227

Persistent link: https://www.econbiz.de/10010516687

Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014

We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are … how these volatility measures can be used for risk management. We find that momentum risk management significantly … increases Sharpe ratios, but at the same time may lead to more pronounced negative skewness and tail risk. Furthermore, momentum …

Persistent link: https://www.econbiz.de/10011293745

Methods of analysis of equity securities risk and return : issues and prospects

Gorbunova, N. A. - In: European research studies 19 (2016) 3A, pp. 228-249

Persistent link: https://www.econbiz.de/10012009403

The possibilities and consequences of investment decisions by stepwise optimization

Okunevičiūtė Neverauskienė, Laima; … - In: Economic research 35 (2022) 1,1, pp. 1061-1087

Persistent link: https://www.econbiz.de/10014374968

Attention and underreaction-related anomalies

Chen, Xin; He, Wei; Tao, Libin; Yu, Jianfeng - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 636-659

Persistent link: https://www.econbiz.de/10014289698

Long-run performance evaluation of journalist's stock recommendations

Kerl, Alexander Gabriel; Walter, Andreas - In: Kredit und Kapital 42 (2009) 2, pp. 213-243

Persistent link: https://www.econbiz.de/10003867449

Fehlverhalten oder Etikette? : eine empirische Untersuchung zum Verhalten von Aktienanalysten für den deutschen Aktienmarkt

Richter, Tim - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 18 (2006) 5, pp. 329-341

Persistent link: https://www.econbiz.de/10003472720

The effectiveness of nonstandard monetary policy measures : evidence from survey data

Altavilla, Carlo; Giannone, Domenico - 2015

We assess the perception of professional forecasters regarding the effectiveness of unconventional monetary policy measures announced by the U.S. Federal Reserve after the collapse of Lehman Brothers. Using survey data collected at the individual level, we analyze the change in forecasts of...

Persistent link: https://www.econbiz.de/10011399333

The effectiveness of non-standard monetary policy measures : evidence from survey data

Altavilla, Carlo; Giannone, Domenico - 2014

Persistent link: https://www.econbiz.de/10010382068

The effectiveness of non‐standard monetary policy measures : evidence from survey data

Altavilla, Carlo; Giannone, Domenico - In: Journal of applied econometrics 32 (2017) 5, pp. 952-964

Persistent link: https://www.econbiz.de/10011862294